+4,311.9%
FAST vs FTI
+2,165.1%
+2,146.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | +5.3% | -5.6% | -1.6% |
| 30D | -0.8% | +15.3% | -16.1% | -4.3% |
| 3M | +5.8% | +15.8% | -10.0% | +1.6% |
| 6M | +8.0% | +22.6% | -14.6% | +1.9% |
| YTD | +25.6% | +79.5% | -53.9% | +7.8% |
| 1Y | +0.8% | +102.0% | -101.2% | -16.2% |
| 3Y | +86.1% | +315.8% | -229.7% | +25.7% |
| 5Y | +100.2% | +1,129.5% | -1,029.3% | -3.7% |
| 10Y | +494.2% | +320.9% | +173.2% | +226.6% |
| All | +4,311.9% | +2,165.1% | +2,146.8% | +1,061.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling